R help - Dec 2011 - problem of "constrOptim.nl", no hessian and convergence

Hi,

Use the `auglag' function in "alabama" if you want to get the
Hessian at convergence.  This typically tends to perform better than
`constrOptim.nl'.  Also,  `constrOptim.nl' does not compute the Hessian.
You should not specify method="L-BFGS-B". The default method
"BFGS" is better in this setting.

Hope this helps,
Ravi
-------------------------------------------------------
Ravi Varadhan, Ph.D.
Assistant Professor,
Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins
University

Ph. (410) 502-2619
email: rvaradhan@jhmi.edu<mailto:rvaradhan@jhmi.edu>


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